Anic Equity¶

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Total return since start: 0.59 %¶

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Equity now: -----------------------------> 48575.04 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46375.5 Kr¶

PnL: ---------------------------------------> -1846.75 Kr¶

DD now: ---------------------------------> -6.717 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 16:59:56.797095'

Anic Portfolio¶

Today¶

Return: 0.214 %¶

This Week¶

Return: 0.214 %¶

Total¶

Return: 59.022 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.020000 830.250000 132.250000 18.950000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
Tobii Dynavox 109 -0.760000 2769.150000 47.150000 1.730000 2721.999993
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Stillfront Group 38 -0.500000 722.190000 36.190000 5.280000 686.000016
MEKO 13 -1.550000 1570.400000 16.400000 1.060000 1554.000006
Vitec Software Group B 1 -0.970000 498.600000 13.600000 2.800000 485.000000
Embracer Group B 14 -1.600000 699.020000 10.020000 1.450000 689.000004
Tietoevry 2 -2.540000 644.800000 6.800000 1.070000 638.000000
G5 Entertainment 3 -0.310000 573.000000 1.000000 0.170000 572.000001
Mycronic 3 -2.340000 652.200000 0.200000 0.030000 651.999999
SKF A 3 -3.570000 591.600000 -1.400000 -0.240000 593.000001
SKF B 3 -3.660000 592.200000 -3.800000 -0.640000 596.000001
ASSA ABLOY B 2 -1.370000 503.600000 -10.400000 -2.020000 514.000000
Addnode Group B 6 -2.180000 698.400000 -10.600000 -1.500000 709.000002
ACQ Bure SPAC 36 0.000000 3477.600000 -12.400000 -0.360000 3489.999984
Avanza Bank Holding 2 -2.770000 498.000000 -13.000000 -2.540000 511.000000
Husqvarna A 7 -2.990000 613.900000 -19.100000 -3.020000 632.999997
Husqvarna B 7 -2.900000 614.880000 -25.120000 -3.930000 639.999997
Collector Bank 29 -5.120000 1206.250000 -27.750000 -2.250000 1233.999996
Loomis 6 -2.550000 2014.800000 -28.200000 -1.380000 2043.000000
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Fastighetsbolag. Emilshus Pref 21 -3.250000 531.300000 -30.700000 -5.460000 562.000005
Lagercrantz Group B 5 -0.690000 575.000000 -32.000000 -5.270000 607.000000
Rejlers B 6 -2.770000 925.200000 -36.800000 -3.830000 961.999998
Swedbank A 3 -3.140000 578.400000 -39.600000 -6.410000 618.000000
Arion Banki SDB 61 -2.190000 655.140000 -41.860000 -6.010000 697.000030
Norva24 Group 12 -1.630000 361.920000 -45.330000 -11.130000 407.250000
Mips 1 -0.410000 481.600000 -47.400000 -8.960000 529.000000
Dustin Group 18 -4.670000 610.560000 -59.440000 -8.870000 669.999996
Viaplay Group B 4 -3.430000 968.400000 -68.600000 -6.620000 1037.000000
Nordea Bank Abp 30 -4.310000 3689.400000 -73.600000 -1.960000 3762.999990
AFRY 3 -2.410000 521.400000 -73.600000 -12.370000 594.999999
Fastighetsbolaget Emilshus B 23 14.860000 620.540000 -74.460000 -10.710000 694.999993
Beijer Alma B 9 -0.970000 1845.000000 -109.000000 -5.580000 1953.999999
RVRC Holding 17 -2.750000 552.500000 -130.500000 -19.110000 683.000007
Fasadgruppen Group 38 1.170000 3929.200000 -260.800000 -6.220000 4190.000004
Alimak Group 11 -0.470000 691.900000 -301.100000 -30.320000 992.999997
Camurus 16 -3.320000 3542.400000 -595.600000 -14.390000 4138.000000
TOTAL 46375.500000 -1846.750000 -6.71656% 48222.250041

Updated:¶

'2023-03-13 17:00:10.564539'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶